+228.7%
GGLL vs EQNR
+74.0%
+154.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -5.8% | +5.7% | -11.5% | -5.5% |
| 30D | -7.2% | +11.3% | -18.5% | -6.7% |
| 3M | -17.5% | +21.5% | -39.0% | -16.7% |
| 6M | +5.1% | +41.8% | -36.8% | +2.5% |
| YTD | -1.3% | +97.3% | -98.7% | -10.1% |
| 1Y | +60.2% | +89.9% | -29.7% | +46.9% |
| All | +228.7% | +74.0% | +154.7% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling